Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7992061.9726 | 7950826.108 | 41235.8646 | 1378576.3578 | -731874.2471 | 2110450.605 |
Total P&L (%) | 7992.062 | 7950.8261 | 41.2359 | 1378.5764 | -731.8742 | 2110.4506 |
Avg Daily Profit (%) | 3.5405 | 3.5222 | 0.0183 | 0.1194 | 0 | 0.1372 |
Buy And Hold Return (%) | 253.9474 | 253.9474 | 253.9474 | 253.9474 | 253.9474 | 253.9474 |
Max Trade Drawdown | -125562 | -102030 | -51650 | -4618812 | -4439048 | -901954 |
Profit Factor | 13.3945 | 18.1258 | 1.2284 | 1.0835 | 0.9439 | 1.6084 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 44.6809 | 38.2979 | 51.0638 | 44.6809 | 38.2979 | 51.0638 |
Ratio Avg Win / Avg Loss | 16.5836 | 29.2027 | 1.1772 | 1.3415 | 1.5207 | 1.5414 |
Largest Winning Trade | 7948599 | 7948599 | 35038 | 2203899 | 2203899 | 781929 |
Largest Losing Trade | -53259 | -53259 | -31050 | -1596216 | -1596216 | -542639 |
Avg Bars in Trades | 69 | 122 | 17 | 69 | 122 | 17 |
Avg Bars in Winners | 88 | 178 | 22 | 88 | 178 | 22 |
Avg Bars in Losers | 54 | 88 | 11 | 54 | 88 | 11 |
Bars Traded | 6568 | 5769 | 799 | 6568 | 5769 | 799 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 801187 | 705153 | -334083 | -164709 | -582469 | -5864 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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